+38.2%
PCOR vs AEIS
-47.1%
+85.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.2% | +12.2% | -3.3% |
| 7D | +23.7% | -22.6% | +46.3% | +16.4% |
| 30D | +39.0% | -38.7% | +77.7% | +24.1% |
| 3M | +35.8% | -43.6% | +79.3% | +19.5% |
| 6M | +38.2% | -46.2% | +84.5% | +18.7% |
| All | +38.2% | -47.1% | +85.3% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling